Anic Equity¶

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Total return since start: 0.69 %¶

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Equity now: -----------------------------> 51636.44 Kr¶

Max Equity ever reached: ------------> 51944.38 Kr¶

Portfolio value: --------------------------> 48437.38 Kr¶

PnL: ---------------------------------------> -650.19 Kr¶

DD now: ---------------------------------> -0.593 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-02-01 10:04:36.874899'

Anic Portfolio¶

Today¶

Return: -0.005 %¶

This Week¶

Return: 8.646 %¶

Total¶

Return: 69.044 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
FM Mattsson Mora Group B 54 -3.000000 3321.000000 141.000000 4.430000 3180.000006
HMS Networks 2 3.600000 806.400000 133.400000 19.820000 673.000000
HEBA B 70 3.010000 2754.500000 118.500000 4.500000 2636.000010
Nordea Bank Abp 29 0.570000 3551.920000 97.920000 2.830000 3453.999992
SAAB B 8 0.870000 3446.400000 69.400000 2.060000 3377.000000
Swedbank A 3 1.750000 611.700000 47.700000 8.460000 564.000000
MedCap 2 0.220000 464.000000 43.000000 10.210000 421.000000
Resurs Holding 22 0.760000 616.000000 42.000000 7.320000 573.999998
AcadeMedia 12 1.060000 597.600000 40.600000 7.290000 557.000004
Samhällsbyggnadsbo. i Norden B 20 2.240000 388.400000 33.400000 9.410000 355.000000
Intrum 4 1.970000 550.000000 23.000000 4.360000 527.000000
Eastnine 4 1.760000 509.600000 18.600000 3.790000 491.000000
Norva24 Group 16 -2.500000 561.600000 18.600000 3.430000 543.000000
OEM International B 7 0.390000 544.600000 16.600000 3.140000 527.999997
Fastighetsbolag. Emilshus Pref 21 0.000000 572.250000 10.250000 1.820000 562.000005
Securitas B 6 1.220000 579.000000 9.000000 1.580000 570.000000
Coor Service Management Hold. 8 0.820000 538.400000 6.400000 1.200000 532.000000
Karnov Group 9 0.330000 541.800000 5.800000 1.080000 536.000004
Samhällsbyggnadsbo. i Norden D 12 0.970000 249.600000 3.600000 1.460000 246.000000
Boozt 12 1.550000 1656.000000 2.000000 0.120000 1653.999996
Creaspac SPAC 6 0.000000 579.000000 2.000000 0.350000 577.000002
Corem Property Group B 59 2.040000 575.250000 -1.750000 -0.300000 576.999999
Handelsbanken A 5 -0.050000 544.000000 -2.000000 -0.370000 546.000000
Midsona B 63 0.330000 577.080000 -5.920000 -1.020000 582.999984
Sampo Oyj SDB 7 0.550000 3843.000000 -7.000000 -0.180000 3850.000000
CTEK 13 2.080000 510.250000 -23.750000 -4.450000 533.999999
Essity B 2 -0.810000 541.000000 -33.000000 -5.750000 574.000000
International Petroleum Corp. 5 -0.270000 561.000000 -33.570000 -5.650000 594.565215
Fasadgruppen Group 38 -1.460000 4104.000000 -37.000000 -0.890000 4140.999992
Vivesto 1368 -0.100000 560.330000 -52.670000 -8.590000 612.999432
Essity A 4 -1.100000 1080.000000 -69.000000 -6.010000 1149.000000
Beijer Electronics Group 27 -0.540000 2986.200000 -97.800000 -3.170000 3083.999994
OX2 22 4.720000 1853.500000 -135.500000 -6.810000 1989.000002
Axfood 15 -4.050000 3870.000000 -430.000000 -10.000000 4300.000005
Ovzon 64 -0.190000 3392.000000 -604.000000 -15.120000 3996.000000
TOTAL 48437.380000 -650.190000 -0.59283% 49087.564636

Updated:¶

'2023-02-01 10:04:49.952335'
None

Last optimization/rebalancing:¶

'2023-01-02'

Next optimization/rebalancing:¶

'2023-02-10'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶